Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 20.39% | 0.32 CHF | 0.39 CHF | 97'198 | 25'000 | 100'075 | 25'000 | 29'554 CHF | 9'061 CHF | 99.90% | 99.90% |
19.11.2024 | 12.65% | 0.28 CHF | 0.32 CHF | 103'336 | 25'000 | 103'382 | 25'000 | 28'757 CHF | 7'894 CHF | 80.60% | 80.60% |
18.11.2024 | 14.24% | 0.29 CHF | 0.32 CHF | 101'404 | 25'000 | 103'052 | 23'893 | 28'953 CHF | 7'727 CHF | 99.63% | 99.63% |
15.11.2024 | 12.75% | 0.29 CHF | 0.33 CHF | 102'802 | 25'000 | 102'755 | 25'000 | 29'896 CHF | 8'264 CHF | 100.00% | 100.00% |
14.11.2024 | 12.15% | 0.30 CHF | 0.34 CHF | 103'361 | 25'000 | 103'141 | 25'000 | 30'486 CHF | 8'346 CHF | 97.25% | 97.25% |
13.11.2024 | 12.37% | 0.30 CHF | 0.33 CHF | 103'487 | 25'000 | 103'076 | 24'963 | 30'175 CHF | 8'275 CHF | 97.09% | 97.09% |
12.11.2024 | 12.46% | 0.28 CHF | 0.32 CHF | 105'434 | 25'000 | 102'390 | 25'000 | 29'810 CHF | 8'246 CHF | 98.58% | 98.58% |
11.11.2024 | 11.20% | 0.32 CHF | 0.36 CHF | 100'929 | 25'000 | 100'254 | 25'000 | 32'197 CHF | 8'982 CHF | 97.60% | 97.60% |
08.11.2024 | 10.91% | 0.31 CHF | 0.35 CHF | 100'355 | 25'000 | 101'008 | 25'000 | 31'975 CHF | 8'828 CHF | 98.53% | 98.53% |
07.11.2024 | 11.02% | 0.33 CHF | 0.36 CHF | 100'045 | 25'000 | 99'801 | 24'915 | 33'534 CHF | 9'347 CHF | 95.48% | 95.48% |